Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 4, p. 320, doi. 10.1002/fut.21602
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 4
Results: 4
1
2
Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime-Switching Approach.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 4, p. 374, doi. 10.1002/fut.21598
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- Publication type:
- Article
3
Forward-Looking Monetary Policy Rules and Option-Implied Interest Rate Expectations.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 4, p. 346, doi. 10.1002/fut.21596
- By:
- Publication type:
- Article
4
Closing Call Auctions at the Index Futures Market.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 4, p. 299, doi. 10.1002/fut.21603
- By:
- Publication type:
- Article